+77.5%
CMS vs GH
+481.7%
-404.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | -0.1% | +0.4% | +0.4% |
| 30D | -3.6% | -1.1% | -2.5% | -3.6% |
| 3M | -1.9% | +21.3% | -23.2% | -2.7% |
| 6M | -11.0% | +73.5% | -84.5% | -12.9% |
| YTD | +0.2% | +58.0% | -57.8% | -1.7% |
| 1Y | -1.3% | +163.1% | -164.4% | -5.1% |
| 3Y | +35.9% | +361.0% | -325.1% | +25.9% |
| 5Y | +23.1% | +22.5% | +0.5% | +18.7% |
| All | +77.5% | +481.7% | -404.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling